+69.4%
CAPR vs GWRE
+14.4%
+55.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.7% |
| 7D | -10.6% | -30.9% | +20.4% | -6.4% |
| 30D | +111.2% | -20.7% | +131.9% | +115.5% |
| 3M | -67.2% | +20.2% | -87.4% | -69.9% |
| 6M | -75.1% | -11.9% | -63.3% | -75.6% |
| YTD | -71.2% | -30.3% | -40.9% | -69.9% |
| 1Y | +31.1% | -44.6% | +75.8% | +46.2% |
| 3Y | +31.3% | +48.8% | -17.5% | +13.7% |
| 5Y | +69.4% | +14.8% | +54.6% | +49.8% |
| All | +69.4% | +14.4% | +55.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling